You first need the basic perk of construction, it learns you how to make walls etc…
Then in your inventory screen, on the right side you can make the walls if you have enough wood en stone and other materials (like tools and weapons).
When you finished making the wall you can place it in your hotbar L1 (most of the time it goes automaticly in hotbar if u have a free spot). Press L1 in game and select your wall. Now you can place it with R1 and rotate it with R2 and L2 and triangle.
It’s best to start with a foundation, it’s the floor.
You can remove your contructions by holding the square button when you look at your construction and select dismantle.
For doors you need to build the wall with the opening that fits in a door, then you need to make a door and aim at the hole of the wall and the door will fit right in it.